-64.3%
PLUG vs VIG
+67.2%
-131.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -8.1% | +3.1% | -11.2% | -13.6% |
| 30D | -20.5% | +5.0% | -25.6% | -27.9% |
| 3M | -45.9% | +2.7% | -48.5% | -48.6% |
| 6M | -65.2% | +11.0% | -76.1% | -71.8% |
| YTD | -37.1% | +16.0% | -53.0% | -53.2% |
| 1Y | -54.6% | +16.3% | -70.8% | -66.3% |
| All | -64.3% | +67.2% | -131.5% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling